+330.5%
CFG vs FHN
+171.4%
+159.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -0.8% | -0.9% | +0.1% | -0.1% |
| 30D | +3.1% | +2.0% | +1.1% | +1.6% |
| 3M | -9.7% | -6.8% | -2.9% | -4.5% |
| 6M | +6.7% | -0.8% | +7.5% | +7.5% |
| YTD | +15.2% | +0.6% | +14.6% | +15.1% |
| 1Y | +28.8% | +11.5% | +17.3% | +18.9% |
| 3Y | +190.1% | +130.0% | +60.1% | +52.3% |
| 5Y | +63.4% | +60.8% | +2.6% | -4.7% |
| 10Y | +219.8% | +84.0% | +135.8% | +58.7% |
| All | +330.5% | +171.4% | +159.1% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling